S&P GSCI Nickel Spot Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.53% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 15.37 | |
| 0.0465 | 23.08 | |
| 0.9430 | 426.12 | |
| -0.3427 | -6.79 |
Estimation Period:
Jan 8, 1993 to Feb 13, 2026
Jan 8, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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